+43.5%
MUB vs XYL
+449.8%
-406.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.1% |
| 7D | -0.9% | -5.0% | +4.2% | -0.7% |
| 30D | -1.4% | -13.2% | +11.8% | -1.1% |
| 3M | -2.2% | -3.7% | +1.6% | -2.1% |
| 6M | -1.9% | -17.7% | +15.8% | -1.4% |
| YTD | -0.8% | -21.5% | +20.8% | -0.2% |
| 1Y | +2.7% | -24.5% | +27.2% | +3.4% |
| 3Y | +8.6% | +6.9% | +1.6% | +8.2% |
| 5Y | +2.0% | -18.1% | +20.1% | +2.1% |
| 10Y | +17.9% | +134.7% | -116.8% | +16.6% |
| All | +43.5% | +449.8% | -406.3% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling